-66.6%
SABS price history and return analytics
+75.6%
-142.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.3% |
| 7D | -2.2% | -0.7% | -1.5% | -1.4% |
| 30D | +9.9% | -1.7% | +11.6% | +11.8% |
| 3M | -17.3% | -2.3% | -15.0% | -15.4% |
| 6M | -16.4% | +1.5% | -17.9% | -17.0% |
| YTD | -16.8% | +12.0% | -28.9% | -23.7% |
| 1Y | -4.9% | +12.9% | -17.8% | -13.2% |
| All | -66.6% | +75.6% | -142.2% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling